COIN Options History — October 2021

In October 2021, COIN traded between $228.54 and $323.13. ATM implied volatility averaged 56.3%, placing in the 49.7% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 12.5% (HV 20d: 43.8%). Max pain ranged from $245.00 to $270.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.50.

Notable Days

  • 2021-10-19: Highest Volume — 218,434 contracts
  • 2021-10-25: Largest IV spike — 13.6% change
  • 2021-10-25: Highest IV Rank — 58.3%
  • 2021-10-26: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$278.40$228.54$323.13$232.69$318.29
Max Pain$255.36$245.00$270.00$250.00$270.00
ATM IV56.3%45.5%65.2%46.2%64.0%
Expected Move16.7%13.4%19.7%13.4%19.4%
HV 20d43.8%28.9%55.2%33.0%55.1%
HV 60d49.5%48.0%52.2%49.1%49.1%
IV Rank49.7%36.1%58.3%45.6%54.9%
IV Percentile77.1%59.1%88.4%75.4%83.5%
Term Structure0.2%-3.2%6.2%-0.3%-1.3%
VWIV59.9%48.7%71.1%48.7%69.9%
Skew 25d-1.4%-6.5%5.4%3.6%-5.8%
Skew 10d-2.4%-13.2%8.3%6.8%-11.8%
Call IV 25d58.7%44.9%70.6%45.1%69.7%
Put IV 25d57.3%48.2%65.1%48.7%63.9%
Bid-Ask Spread %12.948.0316.8816.8812.65
Gamma HHI0.060.030.170.050.04
Net GEX47.2M-15.4M96.9M-3.8M55.3M
Net DEX-1.90B-3.96B366.8M241.1M-3.60B
Net VEX-14.5M-17.4M-11.3M-11.5M-17.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.500.321.201.200.44
Total Volume105,822.42931,382218,43468,74094,043
Total OI404,889.476340,040480,874373,359475,730

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$232.69$250.0046.2%13.4%33.0%0.0%48.7%3.6%-0.3%-3.8M241.1M-11.5M1.2016.8831,19437,546197,184176,175
2021-10-04$228.54$250.0050.1%15.5%28.9%0.0%55.3%5.4%4.9%-15.4M366.8M-11.3M0.5912.4119,70611,676184,470163,841
2021-10-05$239.01$250.0045.5%14.8%32.7%0.0%53.0%3.3%5.5%-1.5M-24.5M-11.9M0.4914.5733,46616,325190,844168,880
2021-10-06$250.11$250.0049.5%15.5%35.9%0.0%55.6%2.3%5.4%18.2M-640.3M-12.5M0.4113.0165,00226,696197,336173,032
2021-10-07$251.14$245.0049.4%15.2%35.8%0.0%54.3%2.2%5.2%32.5M-772.3M-12.6M0.5611.4628,75516,110205,237174,682
2021-10-08$248.91$250.0049.3%15.1%34.3%0.0%54.3%2.3%6.2%28.0M-661.0M-12.5M0.4511.7232,53814,763213,995178,976
2021-10-11$257.55$250.0054.9%15.8%35.2%0.0%56.9%0.4%-0.7%27.1M-947.4M-13.0M0.4212.1259,58925,194200,468165,415
2021-10-12$249.19$250.0054.1%15.5%37.4%0.0%55.7%0.8%-0.9%18.0M-549.8M-12.6M0.4413.0036,66216,100204,873167,996
2021-10-13$246.78$250.0053.0%15.2%37.1%0.0%55.6%2.1%-0.8%10.9M-371.5M-12.4M0.4214.4727,94511,865216,091172,852
2021-10-14$259.92$250.0054.3%15.5%41.1%0.0%55.0%1.3%-0.2%48.0M-1.14B-13.3M0.4413.9573,79332,106222,335176,358
2021-10-15$279.71$250.0058.0%16.4%48.0%0.0%59.1%-1.1%-0.3%64.1M-2.38B-14.2M0.3213.83164,36853,163227,676180,626
2021-10-18$291.74$250.0060.6%17.3%46.9%0.0%61.7%-5.1%-2.3%43.9M-2.24B-14.7M0.398.03128,23349,955194,909145,131
2021-10-19$304.81$250.0060.6%17.3%48.3%0.0%62.6%-5.9%-2.4%76.3M-3.17B-15.6M0.339.51164,61053,824224,783153,451
2021-10-20$314.70$260.0060.7%17.4%48.8%45.6%61.8%-6.5%-3.2%96.9M-3.80B-16.7M0.3311.28146,06448,836260,139175,685
2021-10-21$301.13$260.0057.3%16.5%52.1%36.1%59.5%-4.6%-2.2%75.4M-2.78B-16.3M0.4911.03116,53557,331270,279183,026
2021-10-22$300.86$262.5057.4%16.7%50.7%36.2%59.9%-3.1%-2.4%75.0M-3.02B-16.4M0.7614.3971,24654,479290,645190,229
2021-10-25$323.13$260.0065.2%19.6%54.3%58.3%69.4%-5.5%-1.3%85.2M-3.96B-17.0M0.3811.5698,96537,776253,892169,836
2021-10-26$320.19$265.0064.8%19.7%54.5%57.2%69.7%-4.3%-1.0%84.8M-3.69B-17.3M0.3616.4475,16227,243263,166177,552
2021-10-27$311.40$270.0063.0%19.0%55.2%52.1%68.7%-4.5%-1.5%85.6M-3.16B-17.2M0.6913.7539,99727,720272,215181,324
2021-10-28$316.53$270.0064.8%19.6%55.1%57.2%71.1%-5.5%-1.9%85.6M-3.52B-17.4M0.5215.7763,01732,673273,671187,674
2021-10-29$318.29$270.0064.0%19.4%55.1%54.9%69.9%-5.8%-1.3%55.3M-3.60B-17.3M0.4412.6565,21628,827280,060195,670